Keywords: G11; G15; Home bias; Bayesian; Multi-prior; Bayes-Stein; Minimum variance; ICAPM;
مقالات ISI (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: C22; G10; G15; Jump contagion effect; Realized volatility; Overlapping and non-overlapping trading hours; Nonparametric test; Threshold autoregressive models;
Keywords: Sovereign risk; Contagion; Value-at-Risk; Expected Shortfall; F34; G12; G13; G15;
Keywords: International banking; Market entry and exit; Affiliate claims; Cross-border claims; Bank regulation; C53; F37; G11; G15; G21;
Keywords: C58; G01; G15; C32Jumps; Contagion; Crisis; Hawkes process; Self- and mutually exciting processes
Keywords: International diversification; Emerging markets; Corporate governance; Size effects; Portfolio performance; G11; G12; G14; G15; G34;
Keywords: Corporate listings; Stock market efficiency; Ownership and control rights; Information disclosure requirements; Stock market development; Sub-Saharan Africa; G15; G20; M10; O16;
Keywords: Shariah law; Islamic finance; Islamic risk factor; Islamic-effect; Islamic firms; Asset prices; Saudi ArabiaG01; G11; G12; G15
Keywords: Intraday analysis; KOSPI 200 futures and options; Mispricing; Price dynamics; Regime-dependent modelG13; G14; G15
Keywords: G14; G15; G18; G24Sovereign ratings; Event studies; Institutional quality; Information leakage; TRMI
Keywords: Cross-border banking; Syndicated loans; Global financial crisis; BIS international banking statistics; Dealogic Loan Analytics; F30; F65; G15;
Keywords: G15; G12; F52Democracy; Political risk; Emerging markets; Stock market performance
Keywords: Macroeconomic news; China; Economic integration; Financial markets; Commodity pricesE44; G14; G15
Keywords: Exchange rate; Carry trade; Tail risk; Value at riskG12; G15
Keywords: F30; G15; Macroeconomic announcements; International capital asset-pricing model; Cross-listed firms;
Keywords: International securitized real estate markets; Jump intensity; GARCH; IntegrationC2; C5; G15
Keywords: B52; F60; G11; G15; Non-equilibrium; Turbulence; Financial crisis; Thermodynamics; Complexity;
Keywords: Uncovered interest parity; Covered interest arbitrage; Nonlinearity; Time-varying parameter; Funding liquidity constraints; Band of inaction; C13; F31; G15;
Keywords: Asset pricing; Conditional LCAPM; Liquidity risk; Illiquidity risk premium; Dynamic conditional correlation; Multivariate GARCH; G11; G12; G14; G15; F36;
Keywords: Spillovers; Informational efficiency; Structural breaks; Threshold regression; State-dependenceC32; C34; G01; G14; G15
Keywords: Exchange rates; Intervention; Foreign exchange markets; Currency options; International reserves; International finance; F31; G15;
Keywords: G12; G15; J11Population; Population ratio; Bond yield; Quantitative easing
Keywords: G15; M40; M41; M48; International accounting; Textual analysis; Disclosure;
Keywords: G11; G12; G15; Liquidity commonality; Cross-listings; International financial markets;
Keywords: Chinese stimulus package; Stock market reactions; Shanghai; Hong Kong; New York; G15; E65;
Keywords: G01; G15; G21; G24; Credit default swaps; Markov switching model; Sovereign risk; State space model; Term premium;
Keywords: C53; C65; G14; G15; G27Market efficiency; Islamic and conventional equity markets; Permutation entropy; Non-linear predictability; Efficiency ratio
Keywords: C32; G15; Greater China region; Volatility transmission; Volatility impulse response function; Stock market;
Keywords: Adaptive markets hypothesis; Martingale difference hypothesis; Market efficiency; Return predictability; G14; G15;
Keywords: GCC-wide equity sectors; Multivariate regime-switching; Time-varying correlations; Financial integration; International portfolio diversification; C32; G11; G15;
Keywords: Bond price; Stock price; Exchange rate; Sharpe ratio; Wald ratio test; Likelihood test; Impulse-response functions; Markov-switching vector autoregressive model; C32; C58; E44; G15; F31;
Keywords: Trading volume; Quantile regression; Returns; Beta; G0; G15;
Keywords: G14; G15; G18News commonality; Information production; Institutional environments; Stock return comovement; Stock liquidity commonality
Keywords: Industrial herding; CSAD; Fundamental factors; Fama–French and liquidity factorsG12; G15
Keywords: volatility dependence; Mexican Stock Exchange; World Capital Market; multivariate GARCH; copula analysis; C58; F30; F37; F65; G11; G15; dependencia de la volatilidad; mercado accionario mexicano; mercado mundial de capitales; GARCH multivariado; análisis
Keywords: Current account; Equity; Net foreign assets; Risk sharing; Valuation; F32; F41; G11; G15;
Keywords: Macroeconomic interdependence; International portfolio choice; Liquidity shocks; E44; F32; F41; G11; G15;
Keywords: Liquidity; Euro currency; Economic growth; European equity market; Eurozone equity; Emerging markets; F3; F21; O52; O47; P51; G15;
Keywords: Gold returns; Stock returns; Stock volatility; LIBOR; Nonlinear causality; C5; C22; G01; G1; G15;
Keywords: Exchange rates; Exchange risk pricing; International asset pricing; Emerging markets; Foreign portfolio investment; Risk premium and firm characteristics; F21; F31; G12; G15;
Keywords: Unconventional monetary policy; Emerging markets; Large-scale asset purchase program; Quantitative easing; Federal ReserveF42; G15; E58
Keywords: Foreign equity flows; Emerging-European stock markets; Foreigners' trading behavior; Feedback trading; Trading flow persistence; Information content and price impact of flows; G11; G14; G15;
Keywords: Asset pricing; Liquidity; Fama-French three-factor model; International stock market; G12; G14; G15;
Keywords: Spurious spillover effects; Derivatives markets; Regime shift; C22; C52; C53; G15;
Keywords: Exchange rate cycles; Bulls and bears; Binary choice models; Carry trade; Currency misalignment; Risk factors; C25; F31; G15;
Keywords: F3; G15; Exchange rate and interest rate effects; Smooth transition function; Bivariate GJR-GARCH-M; Time-varying conditional correlations; Fama-French-Carhart (FFC) factors;
Keywords: F31; G12; G15; Carry trade; Forward premium puzzle; Volatility risk;
Keywords: G15; Herding; Fundamental information; Financial crisis;
Keywords: G15; G34; Internal capital markets; Opportunism vs. efficiency; Business groups; Dividends; Cash flow rights;
Keywords: G14; G15; G31; Investor heterogeneity; Return co-movement; Liquidity commonality; Shanghai Stock Exchange;